Class SPOTDetector

SPOT detector — models upper-tail exceedances via GPD.

Hierarchy (View Summary)

SPOTDetector
- DSPOTDetector

Index

Constructors

Properties

config extremeQuantile gpd initData initialized n Nt peaks threshold

Methods

getMethodName initialize transformValue update

Constructors

constructor

new SPOTDetector(config?: Partial<SPOTConfig>): SPOTDetector
Parameters
- config: Partial<SPOTConfig> = {}
Returns SPOTDetector
- Defined in pipeline/src/detect/spot.ts:47

Properties

`Readonly`config

config: SPOTConfig

`Protected`extremeQuantile

extremeQuantile: number = 0

`Protected`gpd

gpd: GPDParams | null = null

`Protected`initData

initData: number[] = []

`Protected`initialized

initialized: boolean = false

`Protected`n

n: number = 0

`Protected`Nt

Nt: number = 0

`Protected`peaks

peaks: number[] = []

`Protected`threshold

threshold: number = 0

Methods

`Protected`getMethodName

getMethodName(): string
Returns string
- Defined in pipeline/src/detect/spot.ts:107

initialize

initialize(data: number[]): void
Initialize with historical data to calibrate GPD
Parameters
- data: number[]
Returns void
- Defined in pipeline/src/detect/spot.ts:57

`Protected`transformValue

transformValue(v: number): number
Parameters
- v: number
Returns number
- Defined in pipeline/src/detect/spot.ts:106

update

update(value: number): DetectionResult
Streaming: process a single data point
Parameters
- value: number
Returns DetectionResult
- Defined in pipeline/src/detect/spot.ts:79